0.45Open0.30Pre Close1 Volume456 Open Interest6.00Strike Price45.00Turnover96.87%IV0.89%PremiumDec 20, 2024Expiry Date0.40Intrinsic Value100Multiplier5DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.7155Delta0.5530Gamma11.20Leverage Ratio-0.0225Theta-0.0005Rho-8.01Eff Leverage0.0022Vega